A couple of links to actively developed open source Numerical libraries written in C#/.NET and/or capable of integrating with .NET (and so OpenQuant by extension).

Feel free to add any others...

ILNumerics.Net - the .NET library for numerical computations
"ILNumerics.Net is a class library for .NET software developers. It greatly simplifies the implementation of all kinds of numerical algorithms."
http://ilnumerics.net/

QuantLib A free/open-source library for quantitative finance
"The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life."
http://quantlib.org/index.shtm

The library is writeen in c# 3.0, although it is fully compatible with the .NET 2.0 framework at runtime.

The library provides: Client API (The ability to connect to TWS servers) Server API (The ability to mimic TWS servers for other client) Record/Playback (The ability to record the incoming network stream and play it back at a later date for strict simulation purposes)
http://code.google.com/p/ib-net/

Don't the Smartquant guys have any suggestions? They should be well ware of .Net tools and add-ons out there that might be useful depending on the application. Availability of such tools increases the value of Open Quant.

Who is online

Users browsing this forum: No registered users and 0 guests

You cannot post new topics in this forumYou cannot reply to topics in this forumYou cannot edit your posts in this forumYou cannot delete your posts in this forumYou cannot post attachments in this forum